Results 191 to 200 of about 777 (249)

Analyzing the potential targets and mechanisms of liver damage induced by acetyl tributyl citrate plasticizer using network toxicology, molecular docking and <i>in vitro</i> experiments. [PDF]

Front Pharmacol
Guo DQ, Fang YM, Sun ZD, Zeng YF, Wang GD, Liang JW.   +5 more
europepmc   +1 more source

Stochastic Jump Intensity in Heston Models: Reconciling Volatility Smile and Skew

Revista, Zen, MATH, 10
openalex   +1 more source

Testing the Implied Volatility Smile of a Lognormal Distribution on a 3 – Month Danske Bank Call Option Contract Using the Option Delta

, 2019
Michel Guirguis
openalex   +1 more source

Advancing infection therapy: the role of novel menthol-based antimicrobials. [PDF]

J Enzyme Inhib Med Chem
Di Rienzo A, Faris A, Mingoia M, Conte C, Marinucci L, Magi G, Cufaro MC, Del Boccio P, Maioli M, Di Stefano A, Cacciatore I.   +10 more
europepmc   +1 more source

Local L\'evy Models and their Volatility Smile

, 2012
Matthew Lorig
openalex   +1 more source

Towards automated inclusion of autoxidation chemistry in models: from precursors to atmospheric implications.

Environ Sci Atmos
Pichelstorfer L, Roldin P, Rissanen M, Hyttinen N, Garmash O, Xavier C, Zhou P, Clusius P, Foreback B, Golin Almeida T, Deng C, Baykara M, Kurten T, Boy M.   +13 more
europepmc   +1 more source

A smile to implied volatility

, 2008
openaire   +1 more source

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Deconstructing the Volatility Smile

SSRN Electronic Journal, 2014
This paper investigates the relationship between the implied volatility smile and the underlying joint density of two quantities characterizing the stochastic volatility process - namely the mean integrated variance, $\frac{1}{T}\int_0^T\sigma_s^2ds$, and the stochastic integral $\int_0^T\sigma_s dW_{s}^{\sigma}$. A simple form of this joint density is
Romano Trabalzini, William A McGhee
openaire   +1 more source

VOLATILITY SMILE INTERPOLATION WITH RADIAL BASIS FUNCTIONS

International Journal of Theoretical and Applied Finance, 2022
The Radial Basis Functions (RBF) interpolation is a popular approximation technique used to smooth scattered data in various dimensions. This study uses RBF interpolation to interpolate the volatility skew of the S&P500 index options. The interpolated skews are used to construct the risk-neutral densities of the index and its local volatility ...
HERMANN AZEMTSA DONFACK, CELESTIN WAFO SOH, ANTONIE KOTZE   +2 more
openaire   +2 more sources